Data through close

AXON max pain, gamma exposure (GEX) & options open interest

As of close · rank #915 by open interest · snapshot page

AXON's nearest-expiration max pain is 450.00 for 2026-10-09, its GEX flip is 453.86, net GEX is -1,023,513, its put/call open-interest ratio is 1.08. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
413.35
prev 422.21
Gamma max
570.85
+38.1% from close
Delta neutral
459.23
+11.1% from close
Gamma neutral
453.86
+9.8% from close
Open interest
57,060
-4.3% vs prev
Contracts listed
1,096
641 calls · 544 puts

Whole-chain analytics

Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.

Nearest max pain
450.00
+8.9% from close
2026-10-09
GEX flip
453.86
+9.8% from close
Net GEX
-1,023,513
-1,793,749 per 100k OI
Call wall
600.00
+45.2% from close
Put wall
400.00
-3.2% from close
Put/call OI
1.08
29,610 puts / 27,450 calls

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
93.3
within trailing 52-week range
Front / back ATM IV
+55.4% / +68.7%
-13.3 pp front premium
Expected move
+7.7%
7 DTE · one standard deviation
ATM straddle / spot
+6.1%
front-window midpoint premium
25Δ risk reversal
-59.4 pp
put IV minus call IV
IV butterfly
-0.3 pp
front-window smile convexity
Volume / open interest
0.07
4,075 contracts traded
Normalized net delta
-0.090
option-holder convention
Modeled dealer delta
0.090
opposite-side scenario
Vanna / 100k OI
3,351
volatility-sensitive delta
Charm / 100k OI
2,244,555
time-decay-sensitive delta
IV surface range
77.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AXON closed 38.1% below its gamma max of 570.85. It is 11.1% below the delta neutral price of 459.23. Total open interest is 57,060, -4.3% versus the previous session. What gamma max means · What delta neutral means

History

Full history since 2020: drag to pan, scroll to zoom, hover for values. Open full-screen chart

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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In today's screens

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Neighbours by open interest

Questions people ask about AXON

Where is AXON's gamma max today?

As of Oct 2, 2026, the gamma max for AXON is 570.85, +38.1% from the 413.35 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.

Is AXON above or below its delta neutral price?

AXON closed below delta neutral: 413.35 against a delta neutral price of 459.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AXON have?

57,060 contracts of open interest across 1,096 listed contracts on Oct 2, 2026, -4.3% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.